Anic Equity¶

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Total return since start: 0.719 %¶

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Equity now: -----------------------------> 52513.77 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46148.82 Kr¶

PnL: ---------------------------------------> -573.78 Kr¶

DD now: ---------------------------------> -1.142 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 17:20:23.986501'

Anic Portfolio¶

Today¶

Return: -0.048 %¶

This Week¶

Return: -1.041 %¶

Total portfolio value¶

Return including deposits: 71.917 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 5.250000 4546.800000 226.800000 5.250000 4320.000000
Balco Group 39 4.990000 1928.550000 53.550000 2.860000 1874.999997
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 3.990000 663.460000 24.460000 3.830000 638.999984
NCC B 7 3.040000 664.650000 10.650000 1.630000 653.999997
SynAct Pharma 9 0.980000 651.600000 6.600000 1.020000 645.000003
Embracer Group B 26 2.500000 666.380000 4.380000 0.660000 661.999988
Eastnine 6 0.360000 661.200000 4.200000 0.640000 657.000000
Nolato B 12 0.460000 648.600000 3.000000 0.460000 645.600000
SCA A 4 -0.530000 599.200000 0.200000 0.030000 599.000000
Addnode Group B 6 0.000000 750.000000 0.000000 0.000000 750.000000
BONESUPPORT HOLDING 10 -0.080000 1224.000000 0.000000 0.000000 1224.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Sdiptech B 3 1.260000 820.200000 -1.800000 -0.220000 822.000000
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Addtech B 3 0.000000 697.200000 -2.800000 -0.400000 699.999999
Investor B 3 -0.430000 652.650000 -2.850000 -0.430000 655.500000
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
Latour B 2 -0.090000 445.000000 -4.000000 -0.890000 449.000000
Biotage 4 -1.520000 594.800000 -8.200000 -1.360000 603.000000
Humana 40 0.000000 661.600000 -12.400000 -1.840000 674.000000
Indutrade 5 -0.530000 1306.000000 -14.000000 -1.060000 1320.000000
Fortnox 10 -1.220000 647.000000 -21.000000 -3.140000 668.000000
Lime Technologies 2 4.590000 570.000000 -23.000000 -3.880000 593.000000
Volati 5 0.740000 544.000000 -30.000000 -5.230000 574.000000
Vitrolife 3 -1.290000 645.000000 -32.000000 -4.730000 677.000001
Xvivo Perfusion 3 -1.640000 810.000000 -35.000000 -4.140000 845.000001
Lundin Gold 7 -1.190000 929.600000 -44.400000 -4.560000 973.999999
Investor A 16 -0.460000 3488.000000 -57.000000 -1.610000 3545.000000
Creades A 7 -9.660000 553.350000 -57.650000 -9.440000 610.999998
Ambea 68 -1.140000 2472.480000 -64.520000 -2.540000 2537.000032
New Wave B 20 0.470000 3832.000000 -84.000000 -2.150000 3916.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
Gaming Innovation Group 161 -1.170000 4089.400000 -98.600000 -2.350000 4187.999942
Bactiguard Holding B 37 -10.690000 2689.900000 -270.100000 -9.130000 2960.000000
TOTAL 46148.820000 -573.780000 -1.1419% 46722.599938

Updated:¶

'2023-06-09 17:20:40.118830'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶